+90.2%
JEPQ vs CLX
-30.2%
+120.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +0.9% |
| 7D | -0.2% | -5.7% | +5.5% | +0.4% |
| 30D | +0.8% | -17.0% | +17.8% | +2.5% |
| 3M | +4.0% | -9.7% | +13.6% | +4.8% |
| 6M | +10.4% | -19.8% | +30.2% | +12.7% |
| YTD | +11.4% | -9.8% | +21.3% | +12.0% |
| 1Y | +18.9% | -26.2% | +45.1% | +22.6% |
| 3Y | +70.3% | -36.2% | +106.5% | +78.4% |
| All | +90.2% | -30.2% | +120.4% | +93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CLX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling